Quasi-sure stochastic analysis through aggregation

Electronic Journal of Probability

Volumn 16, Issue , 2011, Pages 1844-1879

  Soner, H Mete ^a   Touzi, Nizar ^b   Zhang, Jianfeng ^c  

^a ETH ZURICH   (Switzerland)

^b CENTRE DE MATHÉMATIQUES APPLIQUÉES   (France)

^c UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

Non dominated probability measures; Quasi sure stochastic analysis; Uncertain volatility model; Weak solutions of SDEs

Indexed keywords

EID: 80755142901     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v16-950     Document Type: Article

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